A-Share Screen Using 15-Minute MACD, RSI, and Prior Limit-Ups

Summary

This proposed A-share screen combines RSI below 65, at least two limit-up sessions within the prior 500 days, and shortening negative MACD histogram bars on a 15-minute chart. The author frames the conditions as a way to narrow the universe for possible short-term opportunities. Formula and Python examples are included, though the code does not clearly implement every stated condition consistently.

The document warns that technical indicators alone can miss important factors and that a 15-minute sampling interval can produce volatile, short-lived signals requiring close monitoring. It suggests adding other indicators and considering 30- or 60-minute intervals. No backtest, market comparison, or performance results are provided, so the screen should be treated as an unvalidated selection recipe rather than evidence of an edge.

Key ideas

• The proposed screen uses RSI below 65 and at least two limit-up sessions over 500 days.
• It also seeks shortening negative MACD histogram bars on a 15-minute interval.
• The approach focuses on technical signals and may produce volatile short-term candidates.
• The author suggests additional indicators and longer sampling intervals as possible refinements.
• The document provides no tested performance evidence, and its examples may not match the written criteria fully.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.